Mid-session Update IV Report May 15, 2019

Mid-session Update IV Report May 15, 2019

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​
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Straddle prices for stocks expected to report results this week​
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Cisco (CSCO) May 52.50 straddle priced for move of 5% into the expected release of release of EPS today the bell ​
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Jack in the Box (JACK) May 80 straddle priced for move of 7% into the expected release of release of EPS today after the bell​
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Netease (NTES) May 260 straddle priced for move of 7.5% into the expected release of release of EPS today after the bell ​
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iQIYI (IQ) May 20 straddle priced for move of 9.5% into the expected release of release of EPS after the bell on May 16​
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NVIDIA (NVDA) May 160 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on May 16​
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Walmart (WMT) May 100 straddle priced for move of 4% into the expected release of release of EPS before the bell on May 16​
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Deere (DE) May 147 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 17​
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Riot Blockchain (RIOT) May 4.5 straddle priced for move of 11% into the expected release of release of EPS before the bell on May 17​
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